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Work: 41922 Modeling stock market index risk using a BVAR model with <i>α</i> -stable error distributions

  1. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

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  7. Untitled

    Other2 citations
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  8. Untitled

    Other2 citations
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  9. Untitled

    Other2 citations
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  10. Untitled

    Other2 citations
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  11. Untitled

    Other1 citations
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